Cramér moderate deviation and sharp large deviation for bootstrap sample quantiles
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Cites work
- A large deviation principle for bootstrapped sample means
- A Note on Quantiles in Large Samples
- Almost sure central limit theorem of sample quantiles
- Almost sure convergence of bootstrapped means and \(U\)-statistics
- Almost sure lim sup behavior of bootstrapped means with applications to pairwise i. i. d. sequences and stationary ergodic sequences
- Approximation Theorems of Mathematical Statistics
- Asymptotic properties of the deviation between order statistics and p-quantile
- Bahadur representations for bootstrap quantiles
- Cramér moderate deviations for the elephant random walk
- Exponential convergence for the k-th order statistics
- Large and moderate deviation principles for the bootstrap sample quantile
- Laws of large numbers for bootstrapped U-statistics
- Limit behaviors of the deviation between the sample quantiles and the quantile
- Necessary conditions for the bootstrap of the mean
- On Deviations of the Sample Mean
- On the asymptotic accuracy of Efron's bootstrap
- On the Bahadur representation of sample quantiles and order statistics for NA sequences
- On the law of large numbers for the bootstrap mean
- On the unconditional strong law of large numbers for the bootstrap mean
- Rate of convergence in bootstrap approximations
- Sharp moderate and large deviations for sample quantiles
- Some asymptotic theory for the bootstrap
- Some limit behavior for linear combinations of order statistics.
- Strong law for the bootstrap
- Sur un nouveau théorème-limite de la théorie des probabilités.
- Uniform moderate deviation of sample quantiles and order statistics
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